+278.9%
ADP vs VNQ
+64.0%
+214.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.5% |
| 7D | -2.8% | -1.3% | -1.5% | -1.9% |
| 30D | +0.2% | -2.6% | +2.8% | +2.1% |
| 3M | +20.5% | -2.0% | +22.5% | +22.3% |
| 6M | +28.8% | +4.3% | +24.4% | +24.5% |
| YTD | +6.6% | +9.2% | -2.6% | -0.4% |
| 1Y | -6.9% | +5.6% | -12.5% | -10.9% |
| 3Y | +16.1% | +30.8% | -14.7% | -6.7% |
| 5Y | +49.3% | +8.0% | +41.4% | +37.7% |
| All | +278.9% | +64.0% | +214.9% | +153.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VNQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling